plot.bayesDccGarch function

Plotting volatilities for Bayesian DCC-GARCH model

Produces a plot of time series and the volatilities. This is a particular case of plotVol function.

## S3 method for class 'bayesDccGarch'
plot(x, ts.names=NULL, colors = c("grey","red"), ...)

Arguments

• x: Object of class bayesDccGarch .
• ts.names: a vector of length $k$ with the names of the time series.
• colors: a vector with the colors for plotting the returns and volatilities.
• ...: additional arguments for plot function

Returns

No return value

References

Fioruci, J.A., Ehlers, R.S., Andrade Filho, M.G. Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions, Journal of Applied Statistics, 41(2), 320--331, 2014a. doi:10.1080/02664763.2013.839635

Fioruci, J.A., Ehlers, R.S., Louzada, F. BayesDccGarch - An Implementation of Multivariate GARCH DCC Models, ArXiv e-prints, 2014b. https://ui.adsabs.harvard.edu/abs/2014arXiv1412.2967F/abstract.

Author(s)

Ricardo Sandes Ehlers, Jose Augusto Fiorucci and Francisco Louzada

See Also

bayesDccGarch-package, bayesDccGarch, plotVol

Examples

data(DaxCacNik)

mY = DaxCacNik

out = bayesDccGarch(mY, nSim=1000)
plot(out)